-34.7%
ROL vs CAKE
+147.7%
-182.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.0% |
| 7D | +14.6% | +9.1% | +5.4% | +13.0% |
| 30D | +29.3% | +5.8% | +23.4% | +28.0% |
| 3M | +2.0% | +9.3% | -7.3% | +0.4% |
| 6M | -28.5% | +96.1% | -124.6% | -35.3% |
| YTD | -35.3% | +131.4% | -166.8% | -42.4% |
| 1Y | -34.7% | +146.1% | -180.8% | -42.4% |
| All | -34.7% | +147.7% | -182.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling